Ya, the rocker volume control on the side only changes the Alarms, Ringer, and System volume, but leaves the Alarm, and Music volume alone apparently. I would have thought that the System volume would be a master volume, but it is not for whatever reason. So, other posters on the board said to download the AudioManager Widget from the Market which I did and I use it now.

I find this annoying as well. You have to get an Audio or Sound Manager from market, to make it easier. You can find good free ones. Some people use a widget. just search for 'Audio' or 'Sound'.

I only have an alarm set for when I wake up in the morning, so I go into the Alarm, go into the Ringtone, and WHILE YOU'RE CHOOSING THE RINGTONE (in the stock android ringtone picking app, NOT Rings Extended), your volume buttons on your phone will adjust ALARM volume.

I have NO Default set for 'Rings Extended', so every time, I can just pick the stock htc ringtone picker. Whenever I need to adjust alarm volume, this is how I do it. I'm pretty sure I'm about to make the move to getting an Audio Manager or Sound Manager to do this though. It's pretty annoying.